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DateTitle Authors
2010 Persistence endogeneity via adjustment costs: An assessment based on Bayesian estimationsSienknecht, Sebastian
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching ModelsCakmakli, Cem / Paap, Richard / van Dijk, Dick J.C.
2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t InnovationsArdia, David / Hoogerheide, Lennart F.
2011 Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W. / van Dijk, Herman K.
2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model AveragingStrachan, Rodney W. / van Dijk, Herman K.
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic VolatilityBos, Charles S.
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart / van Dijk, Herman K.
2010 Efficient Bayesian Estimation and Combination of GARCH-Type ModelsArdia, David / Hoogerheide, Lennart F.
2010 Forecasting with DSGE ModelsCoenen, Günter / Christoffel, Kai / Warne, Anders

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